Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -35.00% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 426.14 |
Premium | 0.04% |
Premium p.a. | 0.14% |
Leverage | 9.22 |
Implied volatility | 0.24 |
ISIN | CH1305149275 |
Symbol | MSF5YZ |
Security | 130514927 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 430.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.03.2024 |
Premium | 4.21% |
Premium p.a. | 14.09% |
Leverage | 19.60 |
Implied volatility | 24.19% |
Moneyness | in-the-money |
Leverage | 9.2249 |
Delta | -0.4706 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0044 |
Vega | 0.0082 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 408.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'348.00 |
Holcim | 80.18 |
Sika AG | 270.50 |
Lonza Group | 499.20 |
GEBERIT N | 548.80 |
Name | Price |
---|---|
Nestlé SA | 95.44 |
UBS | 27.92 |
Swiss Re | 111.90 |
Compagnie Financi... | 148.05 |
ROCHE GS | 239.40 |